Used advanced quantitative analysis techniques with Python and Pandas to determine which portfolio is performing the best across multiple areas: volatility, returns, risk, and Sharpe ratios. Created a tool (an analysis notebook) that analyzes and visualizes the major metrics of the portfolios across all of these areas, and determined which portfolio outperformed the others. Historical daily returns of several portfolios were provided: some from the firm's algorithmic portfolios, some that represented the portfolios of famous "whale" investors , and some from the big hedge and mutual funds. I used this analysis to create a custom portfolio of stocks and compared its performance to that of the other portfolios, as well as the larger market (S&P 500 Index).
pandas-kashyap_suratia's Introduction
pandas-kashyap_suratia's People
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
๐ Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. ๐๐๐
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google โค๏ธ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.